+2,214.8%
PWR vs CNH
+64.7%
+2,150.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.9% |
| 7D | +3.6% | +23.3% | -19.7% | -5.2% |
| 30D | -8.6% | +33.5% | -42.0% | -19.5% |
| 3M | -13.2% | +32.7% | -45.9% | -23.9% |
| 6M | +9.9% | +22.2% | -12.3% | -1.0% |
| YTD | +48.0% | +57.7% | -9.7% | +19.1% |
| 1Y | +66.2% | +28.0% | +38.2% | +45.3% |
| 3Y | +195.1% | +11.5% | +183.6% | +163.2% |
| 5Y | +442.6% | +11.9% | +430.7% | +368.0% |
| 10Y | +2,334.2% | +162.8% | +2,171.4% | +1,300.5% |
| All | +2,214.8% | +64.7% | +2,150.1% | +1,301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling